+24.1%
D vs ALC
+30.3%
-6.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +2.4% | +2.3% | 0.0% | +1.7% |
| 30D | +10.9% | +15.5% | -4.6% | +6.2% |
| 3M | +2.8% | +0.6% | +2.3% | +2.5% |
| 6M | +12.7% | +18.4% | -5.7% | +6.8% |
| YTD | +20.3% | -5.6% | +25.9% | +21.2% |
| 1Y | +17.1% | 0.0% | +17.1% | +15.6% |
| 3Y | +75.1% | +2.8% | +72.3% | +66.8% |
| 5Y | +13.1% | -8.8% | +21.9% | +10.3% |
| All | +24.1% | +30.3% | -6.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling